Gözde Ünal

Bogazici University

Bebek, İstanbul 34342

Turkey

SCHOLARLY PAPERS

7

DOWNLOADS

410

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (7)

1.

Value-at-Risk Forecasts: A Comparison Analysis of Extreme-Value versus Classical Approaches

The Journal of Risk Model Validation, Vol. 5, No. 3, pp.59-76
Number of pages: 18 Posted: 28 May 2013
Gözde Ünal
Bogazici University
Downloads 108 (475,579)
Citation 1

Abstract:

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extreme value, VaR

2.

Analysis of Extreme Dependence between Istanbul Stock Exchange and Oil Returns

The International Journal of Business and Finance Research, v. 6 (4) p. 113-124
Number of pages: 12 Posted: 29 Jan 2013
Gözde Ünal and Derya Korman
Bogazici University and Bogazici University
Downloads 102 (492,046)

Abstract:

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Bivariate EVT, Stock Market Returns, Oil Prices, ISE

3.

Mutual Fund Performances of Polish Domestic Equity Fund Managers

Trends Economics and Management, Volume IX, Issue 24, 2015
Number of pages: 8 Posted: 04 Jan 2018 Last Revised: 27 Oct 2018
Gözde Ünal and Omer Tan
Bogazici University and Marmara University
Downloads 81 (569,456)

Abstract:

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Polish funds, selectivity skills, market timing, performance evaluation, equity funds

4.

Performance Evaluation of Turkish Equity Funds in An Era of Quantitative Easing

International Journal of Arts & Sciences, Vol. 08(05):553–568 (2015)
Number of pages: 15 Posted: 04 Jan 2018
Gözde Ünal and Omer Tan
Bogazici University and Marmara University
Downloads 46 (753,035)

Abstract:

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Equity funds, Performance evaluation, Selective ability, Market timing

5.

Performance Evaluation of A-Type Turkish Mutuals Funds in the Era of Quantitative Easing

Yıldız Social Sciences Review (2015)
Number of pages: 12 Posted: 04 Jan 2018
Gözde Ünal and Omer Tan
Bogazici University and Marmara University
Downloads 38 (810,432)

Abstract:

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Performance Evaluation; Mutual Funds; Sharpe Ratio; Jensen's alpha

6.

Selectivity and Market Timing Ability of Polish Fund Managers Analysis of Selected Equity Funds

20th International Scientific Conference Economics and Management - 2015 (ICEM-2015)
Number of pages: 6 Posted: 04 Jan 2018
Gözde Ünal and Omer Tan
Bogazici University and Marmara University
Downloads 35 (833,885)

Abstract:

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Polish equity funds; Selectivity skills; Market timing; Performance evaluation

7.

Cointegration and Extreme Value Analyses of Bovespa and Istanbul Stock Exchanges

Posted: 09 Jul 2010 Last Revised: 02 Apr 2013
Ceylan Onay and Gözde Ünal
University of Brighton and Bogazici University

Abstract:

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Cointegration, Structural Break, Dynamic Conditional Correlations, Extreme Value, Emerging Markets, Turkey, Brazil